$366 Million is the total value of Quantitative Systematic Strategies LLC's 408 reported holdings in Q1 2015. The portfolio turnover from Q4 2014 to Q1 2015 was 69.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DSW | Sell | DSW INC-CLASS Acl a | $2,468,000 | -11.7% | 66,260 | -11.8% | 0.68% | -39.9% |
| TMUS | Sell | T-MOBILE US INC | $2,195,000 | -8.4% | 68,229 | -23.1% | 0.60% | -37.7% |
| B108PS | Sell | ACTAVIS PLC | $1,723,000 | +13.3% | 5,654 | -3.5% | 0.47% | -22.9% |
| NKE | Sell | NIKE INCcl b | $1,560,000 | -7.3% | 15,479 | -10.9% | 0.43% | -37.0% |
| DG | Sell | DOLLAR GENERAL CORP | $1,434,000 | -24.5% | 19,125 | -28.5% | 0.39% | -48.6% |
| UTIW | Sell | UTI WORLDWIDE INC | $1,328,000 | -13.5% | 106,388 | -16.6% | 0.36% | -41.2% |
| FITB | Sell | FIFTH THIRD BANCORP | $1,327,000 | -47.4% | 69,663 | -42.9% | 0.36% | -64.2% |
| FNSR | Sell | FINISAR CORPORATION | $1,209,000 | -5.3% | 56,006 | -14.1% | 0.33% | -35.7% |
| GLNG | Sell | GOLAR LNG LIMITED | $1,122,000 | -47.6% | 33,854 | -44.5% | 0.31% | -64.3% |
| COH | Sell | COACH INC | $1,046,000 | -2.2% | 25,144 | -11.3% | 0.29% | -33.5% |
| SFS | Sell | SMART & FINAL STORES INC | $1,003,000 | -2.1% | 56,680 | -9.1% | 0.27% | -33.3% |
| CRRTQ | Sell | CARBO CERAMICS INC | $993,000 | -41.4% | 32,676 | -23.0% | 0.27% | -60.2% |
| IVZ | Sell | INVESCO LTD | $967,000 | -65.2% | 24,181 | -65.3% | 0.26% | -76.4% |
| BMY | Sell | BRISTOL-MYERS SQUIBB CO | $944,000 | -30.3% | 14,354 | -37.1% | 0.26% | -52.6% |
| CSIQ | Sell | CANADIAN SOLAR INC. | $817,000 | -15.0% | 24,500 | -39.6% | 0.22% | -42.2% |
| WWAV | Sell | WHITEWAVE FOODS CO | $717,000 | +13.8% | 16,071 | -10.1% | 0.20% | -22.5% |
| GILD | Sell | GILEAD SCIENCES INC | $695,000 | -25.5% | 6,974 | -28.6% | 0.19% | -49.3% |
| ODFL | Sell | OLD DOMINION FREIGHT LINE INC | $685,000 | -28.8% | 8,843 | -28.2% | 0.19% | -51.6% |
| PDCE | Sell | PDC ENERGY, INC. | $644,000 | +3.2% | 11,809 | -21.6% | 0.18% | -29.9% |
| COF | Sell | CAPITAL ONE FINANCIAL CORP | $609,000 | -9.5% | 7,701 | -4.9% | 0.17% | -38.5% |
| MHK | Sell | MOHAWK INDUSTRIES INC | $572,000 | -62.6% | 3,096 | -68.5% | 0.16% | -74.6% |
| FTI | Sell | FMC TECHNOLOGIES INC | $546,000 | -43.7% | 14,551 | -29.0% | 0.15% | -61.8% |
| HAL | Sell | HALLIBURTON CO | $507,000 | +3.3% | 11,576 | -7.3% | 0.14% | -29.4% |
| TSN | Sell | TYSON FOODS INCcl a | $506,000 | -31.7% | 13,142 | -28.5% | 0.14% | -53.7% |
| ICE | Sell | INTERCONTINENTALEXCHANGE GRO | $481,000 | -81.8% | 2,046 | -82.9% | 0.13% | -87.7% |
| LEA | Sell | LEAR CORP | $450,000 | -48.9% | 4,039 | -54.6% | 0.12% | -65.3% |
| WDR | Sell | WADDELL & REED FINANCIALcl a | $437,000 | -70.2% | 8,810 | -70.3% | 0.12% | -79.8% |
| MTG | Sell | MGIC INVESTMENT CORP | $427,000 | -52.9% | 43,851 | -55.0% | 0.12% | -67.9% |
| KO | Sell | COCA-COLA CO/THE | $428,000 | -60.3% | 10,570 | -58.1% | 0.12% | -73.0% |
| Sell | OM ASSET MANAGEMENT PLC | $423,000 | -10.4% | 23,403 | -19.4% | 0.12% | -38.9% | |
| FMC | Sell | FMC CORP | $425,000 | -87.7% | 7,348 | -87.8% | 0.12% | -91.7% |
| CHS | Sell | CHICO'S FAS INC | $416,000 | -85.7% | 23,672 | -86.8% | 0.11% | -90.3% |
| DVN | Sell | DEVON ENERGY CORPORATION | $410,000 | -55.4% | 6,747 | -55.1% | 0.11% | -69.6% |
| GNCIQ | Sell | GNC HOLDINGS INC-CL Acl a | $397,000 | -45.4% | 8,084 | -47.6% | 0.11% | -62.7% |
| NRF | Sell | NORTHSTAR REALTY FINANCE COR | $400,000 | -42.3% | 22,075 | -43.8% | 0.11% | -60.8% |
| RICE | Sell | RICE ENERGY INC | $398,000 | -25.7% | 18,494 | -27.3% | 0.11% | -49.3% |
| HOT | Sell | STARWOOD HOTELS & RESORTS | $400,000 | -50.8% | 4,743 | -52.6% | 0.11% | -66.7% |
| WSM | Sell | WILLIAMS-SONOMA INC | $400,000 | -68.2% | 5,056 | -69.2% | 0.11% | -78.4% |
| MIC | Sell | MACQUARIE INFRASTRUCTURE COmember int | $386,000 | -31.6% | 4,711 | -40.6% | 0.11% | -53.3% |
| GRPN | Sell | GROUPON INCcl a | $388,000 | -35.7% | 53,836 | -26.6% | 0.11% | -56.2% |
| CAH | Sell | CARDINAL HEALTH INC | $375,000 | -29.0% | 4,130 | -36.0% | 0.10% | -51.4% |
| HON | Sell | HONEYWELL INTERNATIONAL INC | $375,000 | -81.6% | 3,574 | -82.3% | 0.10% | -87.4% |
| TAL | Sell | TAL EDUCATION GROUP | $375,000 | +10.3% | 11,098 | -8.4% | 0.10% | -24.8% |
| BBY | Sell | BEST BUY CO INC | $375,000 | -50.9% | 9,677 | -50.2% | 0.10% | -66.4% |
| X | Sell | UNITED STATES STEEL CORP | $377,000 | -76.0% | 15,373 | -73.6% | 0.10% | -83.7% |
| PXD | Sell | PIONEER NATURAL RESOURCES CO | $375,000 | -86.1% | 2,252 | -87.5% | 0.10% | -90.5% |
| WFM | Sell | WHOLE FOODS MARKET INC | $375,000 | -78.6% | 7,163 | -79.4% | 0.10% | -85.4% |
| SYK | Sell | STRYKER CORP | $375,000 | -24.8% | 4,009 | -23.5% | 0.10% | -48.5% |
| AAL | Sell | AMERICAN AIRLINES GP | $360,000 | -68.2% | 6,717 | -68.2% | 0.10% | -78.4% |
| FOLD | Sell | AMICUS THERAPEUTICS INC | $340,000 | +15.6% | 31,009 | -12.3% | 0.09% | -21.2% |
| HD | Sell | HOME DEPOT INC | $297,000 | -7.5% | 2,592 | -15.7% | 0.08% | -37.2% |
| APC | Sell | ANADARKO PETROLEUM CORP | $292,000 | -85.8% | 3,516 | -85.8% | 0.08% | -90.3% |
| HOSSQ | Sell | HORNBECK OFFSHORE SERVICES | $281,000 | -76.9% | 14,190 | -70.4% | 0.08% | -84.2% |
| INTC | Sell | INTEL CORPORATION | $271,000 | -76.1% | 8,619 | -72.1% | 0.07% | -83.8% |
| YRCW | Sell | YRC WORLDWIDE INC | $271,000 | -69.5% | 15,108 | -61.3% | 0.07% | -79.3% |
| BLOX | Sell | INFOBLOX INC | $249,000 | -48.0% | 10,314 | -56.1% | 0.07% | -64.6% |
| AVGO | Sell | AVAGO TECHNOLOGIES LTD | $234,000 | -37.8% | 1,790 | -52.0% | 0.06% | -57.6% |
| TWX | Sell | TIME WARNER INC | $224,000 | -28.4% | 2,632 | -27.8% | 0.06% | -51.6% |
| AMZN | Sell | AMAZON.COM, INC | $222,000 | -75.9% | 596 | -79.9% | 0.06% | -83.5% |
| EOG | Sell | EOG RESOURCES INC | $218,000 | -74.5% | 2,365 | -74.4% | 0.06% | -82.6% |
| SNDK | Sell | SANDISK CORPORATION | $218,000 | -83.9% | 3,354 | -75.4% | 0.06% | -89.0% |
| CENX | Sell | CENTURY ALUMINUM COMPANY | $218,000 | -61.8% | 14,990 | -35.9% | 0.06% | -73.8% |
| HES | Sell | HESS CORP | $206,000 | -61.6% | 3,008 | -58.5% | 0.06% | -74.0% |
| BAC | Sell | BANK OF AMERICA CORP | $183,000 | -91.4% | 11,810 | -89.9% | 0.05% | -94.1% |
| JONE | Sell | JONES ENERGY LTD | $120,000 | -33.0% | 13,515 | -14.8% | 0.03% | -54.2% |
| BVN | Sell | COMPANIA DE MINAS BUENAVENTURspon adr | $118,000 | -0.8% | 11,394 | -7.3% | 0.03% | -33.3% |
| EGO | Sell | ELDORADO GOLD CORP | $116,000 | -38.0% | 24,965 | -18.8% | 0.03% | -57.3% |
| TKRFF | Exit | TINKA RESOURCES LTD | $0 | – | -10,000 | -100.0% | -0.00% | – |
| AMCC | Exit | APPLIED MICRO CIRCUITS CORPORATION | $0 | – | -12,840 | -100.0% | -0.03% | – |
| TLM | Exit | TALISMAN ENERGY INC | $0 | – | -11,029 | -100.0% | -0.04% | – |
| FTR | Exit | FRONTIER COMMUNICATIONS CORPORATION | $0 | – | -13,406 | -100.0% | -0.04% | – |
| NOG | Exit | NORTHERN OIL AND GAS INC | $0 | – | -17,735 | -100.0% | -0.04% | – |
| PVAHQ | Exit | PENN VIRGINIA CORP | $0 | – | -15,622 | -100.0% | -0.04% | – |
| PESXQ | Exit | PIONEER ENERGY SERVICES CORP | $0 | – | -18,817 | -100.0% | -0.04% | – |
| FMSA | Exit | FMSA HOLDINGS INC | $0 | – | -17,378 | -100.0% | -0.05% | – |
| JCPNQ | Exit | J.C. PENNEY CO INC | $0 | – | -21,381 | -100.0% | -0.06% | – |
| CUZ | Exit | COUSINS PROPERTIES INC | $0 | – | -12,660 | -100.0% | -0.06% | – |
| SDRL | Exit | SEADRILL LTD | $0 | – | -13,750 | -100.0% | -0.07% | – |
| ALSN | Exit | ALLISON TRANSMISSION HOLDING | $0 | – | -5,889 | -100.0% | -0.08% | – |
| SCSS | Exit | SELECT COMFORT CORPORATION | $0 | – | -7,382 | -100.0% | -0.08% | – |
| CDNS | Exit | CADENCE DESIGN SYSTEMS INC | $0 | – | -10,336 | -100.0% | -0.08% | – |
| DDC | Exit | DOMINION DIAMOND CORP | $0 | – | -11,204 | -100.0% | -0.08% | – |
| MYL | Exit | MYLAN INC | $0 | – | -3,564 | -100.0% | -0.08% | – |
| GBLI | Exit | UNITED AMERICA INDEMNITY, LTD | $0 | – | -7,095 | -100.0% | -0.08% | – |
| AVP | Exit | AVON PRODUCTS INC | $0 | – | -21,270 | -100.0% | -0.08% | – |
| IRWD | Exit | IRONWOOD PHARMACEUTICALS INC | $0 | – | -13,347 | -100.0% | -0.08% | – |
| A104PS | Exit | HILTON WORLDWIDE HOLDINGS INC | $0 | – | -7,765 | -100.0% | -0.08% | – |
| HSBC | Exit | HSBC HOLDINGS PLC | $0 | – | -4,336 | -100.0% | -0.08% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -10,333 | -100.0% | -0.08% | – |
| SHOO | Exit | STEVE MADDEN LTD | $0 | – | -6,437 | -100.0% | -0.08% | – |
| RGA | Exit | REINSURANCE GROUP OF AMERICA | $0 | – | -2,387 | -100.0% | -0.08% | – |
| PFE | Exit | PFIZER INC | $0 | – | -6,829 | -100.0% | -0.09% | – |
| REGN | Exit | REGENERON PHARMACEUTICALS INC | $0 | – | -525 | -100.0% | -0.09% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -2,004 | -100.0% | -0.09% | – |
| FBP | Exit | FIRST BANCORP PUERTO RICO | $0 | – | -37,182 | -100.0% | -0.09% | – |
| JOY | Exit | JOY GLOBAL INC | $0 | – | -4,651 | -100.0% | -0.09% | – |
| CVX | Exit | CHEVRON CORP | $0 | – | -1,986 | -100.0% | -0.09% | – |
| SO | Exit | THE SOUTHERN CO | $0 | – | -4,578 | -100.0% | -0.09% | – |
| AREXQ | Exit | APPROACH RESOURCES INC | $0 | – | -35,804 | -100.0% | -0.09% | – |
| BBG | Exit | BILL BARRETT CORP | $0 | – | -19,798 | -100.0% | -0.09% | – |
| BOH | Exit | BANK OF HAWAII CORP | $0 | – | -3,867 | -100.0% | -0.09% | – |
| FLR | Exit | FLUOR CORP | $0 | – | -3,819 | -100.0% | -0.09% | – |
| SPG | Exit | SIMON PROPERTY GROUP INC | $0 | – | -1,281 | -100.0% | -0.10% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,272 | -100.0% | -0.10% | – |
| MASI | Exit | MASIMO CORPORATION | $0 | – | -9,329 | -100.0% | -0.10% | – |
| NEBLQ | Exit | NOBLE CORP PLC | $0 | – | -14,830 | -100.0% | -0.10% | – |
| PNC | Exit | PNC FINANCIAL SERVICES GROUP | $0 | – | -2,790 | -100.0% | -0.10% | – |
| EAT | Exit | BRINKER INTERNATIONAL INC | $0 | – | -4,506 | -100.0% | -0.11% | – |
| PTCT | Exit | PTC THERAPEUTICS INC | $0 | – | -5,212 | -100.0% | -0.11% | – |
| LUV | Exit | SOUTHWEST AIRLINES CO | $0 | – | -6,483 | -100.0% | -0.11% | – |
| GWR | Exit | GENESEE & WYOMING INCcl a | $0 | – | -3,090 | -100.0% | -0.11% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -7,460 | -100.0% | -0.12% | – |
| AHP | Exit | ASHFORD HOSPITALITY PRIME INC | $0 | – | -17,440 | -100.0% | -0.12% | – |
| AR | Exit | ANTERO RESOURCES CORP | $0 | – | -7,465 | -100.0% | -0.12% | – |
| DECK | Exit | DECKERS OUTDOOR CP | $0 | – | -3,331 | -100.0% | -0.12% | – |
| CJES | Exit | C&J ENERGY SERVICES INC | $0 | – | -22,910 | -100.0% | -0.12% | – |
| AKRXQ | Exit | AKORN INC | $0 | – | -8,412 | -100.0% | -0.12% | – |
| TK | Exit | TEEKAY CORP | $0 | – | -6,054 | -100.0% | -0.13% | – |
| DFODQ | Exit | DEAN FOODS CO | $0 | – | -16,305 | -100.0% | -0.13% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -11,692 | -100.0% | -0.13% | – |
| BLCM | Exit | BELLICUM PHARMA | $0 | – | -13,968 | -100.0% | -0.13% | – |
| CYN | Exit | CITY NATIONAL CORP | $0 | – | -4,006 | -100.0% | -0.13% | – |
| VSI | Exit | VITAMIN SHOPPE INC | $0 | – | -6,951 | -100.0% | -0.13% | – |
| CRM | Exit | SALESFORCE.COM INC | $0 | – | -5,649 | -100.0% | -0.14% | – |
| HPP | Exit | HUDSON PACIFIC PROPERTIES INC | $0 | – | -11,196 | -100.0% | -0.14% | – |
| STE | Exit | STERIS CORP | $0 | – | -5,228 | -100.0% | -0.14% | – |
| ACC | Exit | AMERICAN CAMPUS COMMUNITIES | $0 | – | -8,307 | -100.0% | -0.14% | – |
| HRB | Exit | H&R BLOCK INC | $0 | – | -10,533 | -100.0% | -0.14% | – |
| HSIC | Exit | HENRY SCHEIN INC | $0 | – | -2,579 | -100.0% | -0.14% | – |
| MMC | Exit | MARSH & MCLENNAN COS | $0 | – | -6,469 | -100.0% | -0.15% | – |
| MLM | Exit | MARTIN MARIETTA MATERIALS | $0 | – | -3,598 | -100.0% | -0.16% | – |
| NLSN | Exit | NIELSEN HOLDINGS NV | $0 | – | -8,861 | -100.0% | -0.16% | – |
| TCO | Exit | TAUBMAN CENTERS INC | $0 | – | -5,193 | -100.0% | -0.16% | – |
| RFMD | Exit | RF MICRO DEVICES INC | $0 | – | -24,071 | -100.0% | -0.16% | – |
| TUESQ | Exit | TUESDAY MORNING CORP | $0 | – | -18,865 | -100.0% | -0.16% | – |
| CMRX | Exit | CHIMERIX, INC. | $0 | – | -10,795 | -100.0% | -0.16% | – |
| TEX | Exit | TEREX CORP | $0 | – | -14,634 | -100.0% | -0.17% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -9,344 | -100.0% | -0.17% | – |
| DRQ | Exit | DRIL-QUIP INC | $0 | – | -5,604 | -100.0% | -0.17% | – |
| PE | Exit | PARSLEY ENERGY INC | $0 | – | -27,355 | -100.0% | -0.17% | – |
| KATE | Exit | KATE SPADE & CO | $0 | – | -13,456 | -100.0% | -0.17% | – |
| CREE | Exit | CREE INC | $0 | – | -13,570 | -100.0% | -0.17% | – |
| AGCO | Exit | AGCO CORP | $0 | – | -9,787 | -100.0% | -0.18% | – |
| PANW | Exit | PALO ALTO NETWORKS INC | $0 | – | -3,771 | -100.0% | -0.18% | – |
| UMPQ | Exit | UMPQUA HOLDINGS CORPORATION | $0 | – | -26,502 | -100.0% | -0.18% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -5,529 | -100.0% | -0.19% | – |
| KR | Exit | KROGER CO | $0 | – | -7,822 | -100.0% | -0.20% | – |
| ORLY | Exit | O'REILLY AUTOMOTIVE INC | $0 | – | -2,656 | -100.0% | -0.21% | – |
| VOYA | Exit | VOYA FINANCIAL INC | $0 | – | -12,175 | -100.0% | -0.21% | – |
| AIV | Exit | APARTMENT INVT & MGMT COcl a | $0 | – | -13,677 | -100.0% | -0.21% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORPORATION | $0 | – | -33,338 | -100.0% | -0.21% | – |
| DPS | Exit | DR PEPPER SNAPPLE GROUP INC | $0 | – | -7,400 | -100.0% | -0.22% | – |
| WBMD | Exit | WEBMD HEALTH CORP | $0 | – | -13,795 | -100.0% | -0.22% | – |
| EVR | Exit | EVERCORE PARTNERS INCcl a | $0 | – | -10,472 | -100.0% | -0.22% | – |
| ESPR | Exit | ESPERION THERAPEUTICS INC | $0 | – | -14,772 | -100.0% | -0.23% | – |
| BK | Exit | BANK OF NEW YORK MELLON CORP | $0 | – | -14,213 | -100.0% | -0.23% | – |
| KITE | Exit | KITE PHARMA, INC. | $0 | – | -10,956 | -100.0% | -0.25% | – |
| DEPO | Exit | DEPOMED INC | $0 | – | -38,388 | -100.0% | -0.25% | – |
| TRAK | Exit | DEALERTRACK HOLDINGS INC | $0 | – | -14,065 | -100.0% | -0.25% | – |
| ARUN | Exit | ARUBA NETWORKS INC | $0 | – | -34,333 | -100.0% | -0.25% | – |
| INFA | Exit | INFORMATICA CORPORATION | $0 | – | -17,140 | -100.0% | -0.26% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -77,803 | -100.0% | -0.27% | – |
| BMS | Exit | BEMIS COMPANY | $0 | – | -15,118 | -100.0% | -0.28% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -6,188 | -100.0% | -0.28% | – |
| KBH | Exit | KB HOME | $0 | – | -44,003 | -100.0% | -0.29% | – |
| CCOI | Exit | COGENT COMMUNICATIONS GROUP INC | $0 | – | -20,507 | -100.0% | -0.29% | – |
| ON | Exit | ON SEMICONDUCTOR CORPORATION | $0 | – | -72,556 | -100.0% | -0.30% | – |
| PPS | Exit | POST PROPERTIES INC | $0 | – | -12,492 | -100.0% | -0.30% | – |
| ANGI | Exit | ANGIE'S LIST INC | $0 | – | -118,791 | -100.0% | -0.30% | – |
| IDXX | Exit | IDEXX LABORATORIES INC | $0 | – | -5,034 | -100.0% | -0.30% | – |
| IFF | Exit | INTL FLAVORS & FRAGRANCES | $0 | – | -7,450 | -100.0% | -0.31% | – |
| GNW | Exit | GENWORTH FINANCIAL INCcl a | $0 | – | -89,887 | -100.0% | -0.31% | – |
| DE | Exit | DEERE & CO | $0 | – | -9,623 | -100.0% | -0.35% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -30,742 | -100.0% | -0.36% | – |
| MCO | Exit | MOODY'S CORP | $0 | – | -9,334 | -100.0% | -0.36% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -11,495 | -100.0% | -0.36% | – |
| CBLAQ | Exit | CBL & ASSOCIATES PROPERTIES | $0 | – | -46,196 | -100.0% | -0.37% | – |
| MO | Exit | ALTRIA GROUP INC | $0 | – | -20,396 | -100.0% | -0.41% | – |
| ROSE | Exit | ROSETTA RESOURCES INC | $0 | – | -46,221 | -100.0% | -0.41% | – |
| HCN | Exit | HEALTH CARE REIT INC | $0 | – | -13,622 | -100.0% | -0.42% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -37,195 | -100.0% | -0.42% | – |
| LDOS | Exit | LEIDOS HOLDINGS INC | $0 | – | -25,453 | -100.0% | -0.45% | – |
| RYN | Exit | RAYONIER INC | $0 | – | -39,663 | -100.0% | -0.45% | – |
| LTRPA | Exit | LIBERTY TRIPADVISOR HOLDINGS INCcl a | $0 | – | -41,448 | -100.0% | -0.45% | – |
| APD | Exit | AIR PRODUCTS & CHEMICALS INC | $0 | – | -7,810 | -100.0% | -0.46% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -41,312 | -100.0% | -0.48% | – |
| AAN | Exit | AARON'S INC | $0 | – | -38,733 | -100.0% | -0.48% | – |
| LVLT | Exit | LEVEL 3 COMMUNICATIONS INC | $0 | – | -24,365 | -100.0% | -0.49% | – |
| TSO | Exit | TESORO CORP | $0 | – | -16,175 | -100.0% | -0.49% | – |
| CHRW | Exit | C.H. ROBINSON WORLDWIDE INC | $0 | – | -17,777 | -100.0% | -0.54% | – |
| VRTX | Exit | VERTEX PHARMACEUTICALS INC | $0 | – | -11,323 | -100.0% | -0.54% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -62,943 | -100.0% | -0.54% | – |
| CST | Exit | CST BRANDS INC | $0 | – | -30,717 | -100.0% | -0.54% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -36,730 | -100.0% | -0.56% | – |
| ESS | Exit | ESSEX PROPERTY TRUST INC | $0 | – | -6,801 | -100.0% | -0.57% | – |
| HSY | Exit | THE HERSHEY CO | $0 | – | -13,619 | -100.0% | -0.58% | – |
| CSCO | Exit | CISCO SYSTEMS INC | $0 | – | -53,919 | -100.0% | -0.61% | – |
| AA | Exit | ALCOA INC | $0 | – | -99,700 | -100.0% | -0.64% | – |
| IDTI | Exit | INTEGRATED DEVICE TECHNOLOGY INC | $0 | – | -85,002 | -100.0% | -0.68% | – |
| WERN | Exit | WERNER ENTERPRISES INC | $0 | – | -54,720 | -100.0% | -0.69% | – |
| TILE | Exit | INTERFACE INC | $0 | – | -107,413 | -100.0% | -0.72% | – |
| XOM | Exit | EXXON MOBIL CORP | $0 | – | -19,427 | -100.0% | -0.72% | – |
| SPXC | Exit | SPX CORP | $0 | – | -20,856 | -100.0% | -0.73% | – |
| AVB | Exit | AVALONBAY COMMUNITIES INC | $0 | – | -11,188 | -100.0% | -0.74% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -38,590 | -100.0% | -0.75% | – |
| WLL | Exit | WHITING PETROLEUM CORP | $0 | – | -56,906 | -100.0% | -0.76% | – |
| ITW | Exit | ILLINOIS TOOL WORKS | $0 | – | -19,878 | -100.0% | -0.77% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -10,738 | -100.0% | -0.84% | – |
| WNR | Exit | WESTERN REFINING INC | $0 | – | -56,533 | -100.0% | -0.86% | – |
| CNW | Exit | CON-WAY INC | $0 | – | -46,205 | -100.0% | -0.92% | – |
| XL | Exit | XL GROUP PLC | $0 | – | -66,507 | -100.0% | -0.93% | – |
| CLNY | Exit | COLONY FINANCIAL INC | $0 | – | -96,853 | -100.0% | -0.94% | – |
| HP | Exit | HELMERICH & PAYNE | $0 | – | -34,879 | -100.0% | -0.94% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -35,148 | -100.0% | -0.96% | – |
| KORS | Exit | MICHAEL KORS HOLDINGS LTD | $0 | – | -32,561 | -100.0% | -0.99% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -105,953 | -100.0% | -0.99% | – |
| SGEN | Exit | SEATTLE GENETICS INC | $0 | – | -76,945 | -100.0% | -1.00% | – |
| TRN | Exit | TRINITY INDUSTRIES INC | $0 | – | -108,699 | -100.0% | -1.23% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -18,387 | -100.0% | -1.29% | – |
| AGN | Exit | ALLERGAN INC | $0 | – | -16,121 | -100.0% | -1.38% | – |
| WPX | Exit | WPX ENERGY INC | $0 | – | -331,724 | -100.0% | -1.53% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-04-09
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| BOSTON SCIENTIFIC CORPORATION | 28 | Q4 2020 | 1.4% |
| BRISTOL-MYERS SQUIBB CO | 26 | Q1 2021 | 1.6% |
| FACEBOOK INC CL A | 26 | Q2 2021 | 1.0% |
| MICROSOFT CORP | 25 | Q2 2021 | 1.8% |
| AMAZON.COM, INC. | 24 | Q2 2021 | 1.6% |
| HONEYWELL INTL INC | 24 | Q4 2020 | 1.4% |
| BAXTER INTL INC | 24 | Q3 2020 | 0.8% |
| KEYCORP NEW | 24 | Q2 2021 | 0.7% |
| T-MOBILE US INC | 23 | Q1 2021 | 1.0% |
| FIFTH THIRD BANCORP | 23 | Q4 2020 | 1.0% |
View Quantitative Systematic Strategies LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2022-11-10 |
| 13F-HR | 2022-08-08 |
| 13F-HR | 2022-05-04 |
| 13F-HR | 2022-02-07 |
| 13F-HR | 2021-11-16 |
| 13F-HR/A | 2021-08-11 |
| 13F-HR | 2021-08-05 |
| 13F-HR | 2021-05-06 |
| 13F-HR | 2021-02-09 |
| 13F-HR | 2020-11-09 |
View Quantitative Systematic Strategies LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.